Most typically, these movement commands will be set to the left control pad or analog stick.

Be sure to also set the FACE commands. While movement will only affect your character's movement, the face commands determine which direction your knight will face.

Face commands are Face North, Face South, Face West, and Face East.

For a 3rd person action layout, similar to Zelda games, set the Move and Face commands of the same direction to the same input. So, set Move North and Face North to both use Up on the left control pad/stick.

For a twin-stick shooter layout, similar to Geometry Wars or Robotron, set the Move commands to the left control pad/stick, and the Face commands to the right control pad/stick.